+37.8%
GEV vs AR
+9.7%
+28.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +3.3% |
| 7D | -13.2% | -5.8% | -7.4% | -13.8% |
| 30D | -20.6% | +4.8% | -25.4% | -19.9% |
| 3M | -19.5% | +1.5% | -21.0% | -19.2% |
| 6M | -23.3% | +4.7% | -28.0% | -21.9% |
| YTD | +22.2% | +9.2% | +13.1% | +22.1% |
| 1Y | +37.8% | +11.2% | +26.6% | +37.2% |
| All | +37.8% | +9.7% | +28.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling